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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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64129193257 · Jun 202019922001200920172026
48 results for attention signals

Studying a softmax-attention model, we show that the learned query converges to the latent signal subspace spanned by the informative direction.

problem Understanding the theoretical principles of attention mechanisms in large-scale token collections.
method Deriving a population objective and analyzing the limiting ordinary differential equation of the learning dynamics.
result The learned query asymptotically recovers the latent signal up to the intrinsic sign ambiguity.

This paper analyzes the interpolation error of nonlinear Attention compared to linear regression.

problem Understanding the interpolation error of nonlinear Attention in high-dimensional settings.
method Derives explicit expressions for mean-squared interpolation error using signal-plus-noise model and random matrix theory.
result Nonlinear Attention generally incurs a larger interpolation error than linear regression, but this gap can be reversed with structured signals.

Study reveals how attention helps in signal recovery from sequence models using random matrix theory.

problem Signal recovery from sequence models with attention mechanisms.
method Analysis of sample covariance matrices constructed from pooled sequence representations with attention weights.
result Optimal attention weights maximize signal-to-noise ratio and improve signal recovery.

This paper explains GNNs using graph signal denoising.

problem Understanding how GNNs work for node representation learning.
method Spectral graph convolutional networks and graph attention networks are analyzed from the perspective of graph signal denoising.
result GNNs implicitly solve graph signal denoising problems.

Attention mechanism learns to focus on sparse tokens efficiently.

problem Detecting weak, rare, and sparsely located features in long sequences.
method Theoretical analysis and training of a single-layer attention classifier in a sparse-token classification model.
result A single-layer attention classifier can achieve vanishing test error with logarithmic signal strength growth, unlike linear classifiers requiring linear growth.

AIMM-X monitors markets for suspicious behavior using transparent scoring.

problem Detecting market manipulation from benign mechanisms.
method Combines microstructure signals and public attention signals for anomaly detection.
result Transparent scoring allows tracing and understanding flagged windows.

A-MMSE uses attention to learn efficient OFDM channel estimation.

problem Accurate OFDM channel estimation requires second-order statistics, which are hard to obtain in practice.
method A-MMSE is a model-based DNN framework that learns linear MMSE filters via Attention Transformer, reducing inference complexity.
result A-MMSE outperforms other methods in normalized MSE across various SNR conditions.

LARA forecasts financial asset trends by refining noisy labels and extracting profitable samples.

problem Low signal-to-noise ratio and stochastic nature of financial data lead to poor predictions.
method LARA combines LA-Attention and RA-Labeling to refine and extract profitable samples.
result LARA significantly outperforms existing methods on Qlib platform.

HANET combines LSTM and attention mechanisms for better financial forecasting.

problem Lack of distinct macroeconomic regimes in financial datasets.
method Hierarchical Cross-Attention mechanism integrating long-run macro contexts with high-frequency market dynamics.
result HANET outperforms neural forecasters, especially during turbulent periods.

Paper proposes integrating wavelet transform, channel attention, and LSTM for better stock price prediction.

problem Inherently difficult stock price prediction due to low signal-to-noise ratio.
method Wavelet transform convolution, channel attention, and LSTM integration.
result Robust performance in post-pandemic market conditions.

Deep vanilla transformers trained without shortcuts achieve similar performance to standard models.

problem Training deep vanilla transformers without shortcuts and normalizations.
method Parameter initializations, bias matrices, and location-dependent rescaling.
result Deep vanilla transformers can train at similar speeds and performance to standard models.

Develops a framework for identifying mispriced assets through attention factors for statistical arbitrage.

problem Identifying mispriced assets in statistical arbitrage trading.
method Uses conditional latent factors learned from firm characteristic embeddings to identify time-series signals and form a trading strategy.
result Achieves an out-of-sample Sharpe ratio above 4 on the largest U.S. equities over a 24-year period.

This study analyzes why attention layers in neural networks can cause signal loss and proposes a solution.

problem Pathological behavior of attention layers in neural networks, leading to signal loss.
method Spectral analysis using Random Matrix Theory to identify and mitigate rank collapse in width.
result A novel solution to mitigate rank collapse in width by removing outlier eigenvalues.

MPTE uses Transformer attention to estimate mixed-frequency factor models.

problem Estimating factor models in panel datasets with mixed frequencies and nonlinear signals.
method Mixed-Panels-Transformer Encoder (MPTE) with attention mechanisms.
result MPTE achieves competitive performance in nonlinear forecasting environments.

MultiImport infers node importance from multiple KG signals.

problem Inferring node importance in a knowledge graph from multiple input signals.
method End-to-end latent variable model using attentive graph neural networks.
result MultiImport consistently outperforms existing methods, achieving up to 23.7% higher NDCG@100.

Transformers can solve complex filtering problems for non-Gaussian signals.

problem Non-linear and non-Markovian filtering problems for conditionally Gaussian signals.
method Continuous-time transformer models called filterformers.
result Filterformers can approximate the conditional law of non-Markovian and conditionally Gaussian signal processes.

New theory explains signal propagation in normalization-free transformers.

problem Understanding signal propagation in normalization-free transformers.
method Deriving recurrence relations for activation statistics and APJNs across layers.
result Transformers with elementwise tanh-like nonlinearities exhibit subcritical signal propagation.

In this paper we demonstrate end-to-end continuous speech recognition (CSR) using electroencephalography (EEG) signals with no speech signal as input. An attention model based automatic speech recognition (ASR) and connectionist temporal classification (CTC) based ASR systems were implemented for performing recognition…

2019-06-17abs ↗pdf ↗

Investor selects portfolios based on news attention in a hidden Markov model.

problem Mean-variance portfolio selection in a dynamic attention context.
method Closed-loop equilibrium strategies via extended HJB equation and Markov chain approximation.
result Equilibrium strategies found through iterative algorithm and numerical examples.

The relation between performance and stress is described by the Yerkes-Dodson Law but varies significantly between individuals. This paper describes a method for determining the individual optimal performance as a function of physiological signals. The method is based on attention and reasoning tests of increasing comp…

2015-07-13abs ↗pdf ↗

Unified theory explains two failure modes of deep transformers and provides initialisation guidelines.

problem Two failure modes (rank collapse and entropy collapse) of self-attention layers in deep transformers.
method Analytical theory of signal propagation through deep transformers, using the Random Energy Model analogy.
result Simple algorithm to compute trainability diagrams for correct initialisation hyper-parameters.

TabPFN model shows strong robustness to noisy data.

problem TabPFN tackles robustness to noisy and imperfect tabular data.
method Empirical robustness analysis of TabPFN's attention mechanisms under various perturbations.
result TabPFN maintains high predictive performance and coherent internal behavior under noisy and imperfect data.

Attention learns PCA on Gaussian data, proving its connection to principal component analysis.

problem Principal component analysis on Gaussian data.
method Analysis of attention mechanisms through PCA, covering finite and infinite prompt regimes.
result Attention aligns with principal eigenvectors of covariance matrices, converging to optimal solutions in the infinite-prompt limit.

Language models fail to process hallucinated responses, and this study diagnoses the failure.

problem Language models fail to process hallucinated responses, leading to over-concentration or diffuse attention.
method The study uses forced scoring of benchmark-labeled responses to compute attention shapes and analyze the symmetric component of the degree-normalized attention operator.
result The study proves that every transpose-invariant spectral diagnostic of the attention operator is orientation-blind and bounds the sensitivity of any Lipschitz diagnostic by the asymmetry coefficient \(G\).

UniPhyNet improves cognitive load classification accuracy using EEG, ECG, and EDA signals.

problem Classifying cognitive load using multimodal physiological data.
method Unified network architecture integrating multiscale parallel convolutional blocks, ResNet-type blocks, and channel block attention module. Uses bidirectional gated recurrent unit for temporal dependencies.
result Improves raw signal classification accuracy from 70% to 80% (binary) and 62% to 74% (ternary) on CL-Drive dataset.

Interprets how intrinsic motivation shapes behavior in RL agents.

problem Understanding how intrinsic motivation influences behavior in reinforcement learning agents.
method Analyzed five RL agents in procedurally generated environments using various interpretability techniques.
result Curiosity-driven agents exhibit broader and more dynamic attention than extrinsically motivated agents.

This research integrates attention into XAI frameworks for better model explanations.

problem Improving the interpretability of transformer models.
method Developed two novel explanation methods: Shapley value decomposition and token-level directional derivatives.
result Attention weights can be meaningfully incorporated into XAI frameworks, enhancing transformer explainability.

The p-Laplacian Transformer improves transformer models by assigning higher attention weights to tokens in close proximity.

problem The self-attention mechanism in transformers does not effectively distinguish attention weights between tokens in close and non-close proximity.
method Proposes a novel class of transformers, p-Laplacian Transformers, that use pp-Laplacian regularization to assign higher attention weights to tokens in close proximity.
result Empirically demonstrates that p-Laplacian Transformers outperform baseline transformers on various benchmark datasets.

Proposes Textual Echo Cancellation to improve speech recognition.

problem Improving speech recognition performance and user experience for smart devices.
method A novel sequence-to-sequence model with multi-source attention that processes both the microphone mixture signal and source text of TTS playback.
result Demonstrates enhanced speech recognition performance and reduced latency.

Speech enhancement improved by adapting to unknown speakers without auxiliary signals.

problem Improving speech enhancement accuracy for unknown speakers.
method Adopting multi-task learning for speech enhancement and speaker identification, using multi-head self-attention.
result Achieved state-of-the-art performance and improved subjective quality.

Physiological signals that provide the objective repression of human affective states are attracted increasing attention in the emotion recognition field. However, the single signal is difficult to obtain completely and accurately description for emotion. Multiple physiological signals fusing models, building the unifo…

2020-01-01abs ↗pdf ↗